+11.4%
AMCR vs TW
+211.2%
-199.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | -6.3% | -0.5% | -5.8% | -6.2% |
| 30D | -7.1% | -0.6% | -6.5% | -7.1% |
| 3M | +12.7% | +3.4% | +9.3% | +11.3% |
| 6M | +5.2% | -18.4% | +23.6% | +9.6% |
| YTD | +8.1% | -3.9% | +12.0% | +7.5% |
| 1Y | +11.7% | -13.3% | +25.1% | +14.1% |
| 3Y | +9.9% | +20.8% | -10.9% | -0.9% |
| 5Y | -8.7% | +20.3% | -28.9% | -19.4% |
| All | +11.4% | +211.2% | -199.9% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling